diff --git a/zipline/utils/date_utils.py b/zipline/utils/date_utils.py index b80ee867..a1fbfad1 100644 --- a/zipline/utils/date_utils.py +++ b/zipline/utils/date_utils.py @@ -70,7 +70,16 @@ class utcdatetime(datetime): dt = datetime.__new__(cls, *args, **kwargs) return dt +def days_since_epoch(ms_since_epoch): + dt = UN_EPOCH(ms_since_epoch) + delta = dt - UNIX_EPOCH + return delta.days +def epoch_from_days(days_since_epoch): + delta = timedelta(days=days_since_epoch) + dt = UNIX_EPOCH + delta + ms = EPOCH(dt) + return ms # Datetime Calculations # ---------------------